Neos EHD IC 20 YR TRY BD ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.33% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0066 | -3.09 | |
| 0.0899 | 4.60 | |
| 0.9918 | 259.77 | |
| -0.0208 | -1.71 |
Estimation Period:
Dec 11, 2024 to Feb 6, 2026
Dec 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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